how to make an hole into my object?
It looks like you could use a Boolean Difference modifier to cut a hole into your main object.

In the gif it looks like the face you selected is connected to the object that is going to be used to cut a hole. In order to select the whole cutter object, select the face shown in the gif and press Ctrl+L. Then press P and separate it from the main object. Once separated, press TAB and go into Object Mode and select the object that is going to be cut. Go to the modifiers panel and add a Boolean modifier to the main object. Change the Operation to Difference and for Object select the object that is going to be used to cut the main object. Then press apply and there should be a hole in your main object.